For a first Ledger initialization, the order matters more than speed. Work from the device screen first, then set the PIN, record the recovery phrase, connect Ledger Wallet, install the needed device apps, and finish by checking that the page and device state match.

Begin with the device screen, not the app page
Power on the device, follow the screen language, and choose whether this is a new setup or a restore path. The complete step order in the first-time initialization flow is useful when you want a broader checklist before connecting to Ledger Wallet.
Set the PIN before handling the recovery phrase
The PIN protects everyday device access, while the recovery phrase belongs to the backup stage. Keep these roles separate. For PIN habits, compare the setup guidance in the Ledger PIN security guide before moving to backup writing.
Write and review the recovery phrase carefully
Record the recovery phrase in order, check each word and number, and keep it offline. If the phrase role is still unclear, the recovery phrase explanation gives the boundary between backup, restore, and daily Ledger Wallet use.
Connect Ledger Wallet only after the device is ready
Use the official Ledger Wallet entry described in the download and installation guide, then follow the page prompts for app recognition and version notices. End with the connection, version, and backup review in the daily Ledger check.